#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL;
namespace Cephei.QL.Instruments
{
    /// <summary> 
	/// ! Base class for options on multiple assets
	/// </summary>
    [Guid ("FFE0CDD3-26C1-410a-AAC4-978DBC8DC02E"),ComVisible(true)]
	public interface IMultiAssetOption : Cephei.QL.IOption
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Double Delta {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double DividendRho {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double Gamma {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Boolean IsExpired {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double Rho {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double Theta {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double Vega {get;}
    }   

    /// <summary> 
	/// ! Base class for options on multiple assets Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IMultiAssetOption_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IMultiAssetOption Create (Cephei.QL.IPayoff payoff, Cephei.QL.IExercise exercise, Cephei.QL.IPricingEngine QL_Pricer);
    }
}

